Environmental Brownian noise suppresses explosions in population dynamics
Population systems are often subject to environmental noise, and our aim is to show that (surprisingly) the presence of even a tiny amount can suppress a potential population explosion. To prove this intrinsically interesting result, we stochastically perturb the multivariate deterministic system into the Itô form dx(t)=f(x(t)) dt+g(x(t)) dw(t), and show that although the solution to the original ordinary differential equation may explode to infinity in a finite time, with probability one that of the associated stochastic differential equation does not.
Year of publication: |
2002
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Authors: | Mao, Xuerong ; Marion, Glenn ; Renshaw, Eric |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 97.2002, 1, p. 95-110
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Publisher: |
Elsevier |
Keywords: | Brownian motion Stochastic differential equation Explosion Boundedness Ito's formula |
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